-64.3%
FLUT vs M
+25.7%
-90.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | -1.0% |
| 7D | -6.5% | +2.5% | -9.0% | -7.1% |
| 30D | +2.8% | +10.1% | -7.3% | +0.6% |
| 3M | -13.5% | -0.9% | -12.5% | -13.7% |
| 6M | -19.0% | +30.2% | -49.1% | -24.3% |
| YTD | -61.9% | +16.3% | -78.2% | -62.7% |
| All | -64.3% | +25.7% | -90.0% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling